+25.2%
CVNA vs BMNR
-46.4%
+71.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.8% | +3.0% | +7.7% |
| 7D | +31.3% | -1.5% | +32.8% | +31.5% |
| 30D | +21.7% | -18.9% | +40.6% | +26.4% |
| 3M | +14.0% | +20.1% | -6.0% | +8.8% |
| 6M | +3.0% | -4.7% | +7.6% | +1.1% |
| YTD | -8.1% | -20.0% | +11.9% | -10.4% |
| 1Y | +25.2% | -44.9% | +70.1% | +30.1% |
| All | +25.2% | -46.4% | +71.6% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BMNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling